+359.5%
AEM vs IOT
+61.2%
+298.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.3% | +2.8% | +1.5% | +4.2% |
| 30D | +13.1% | -1.8% | +14.9% | +13.2% |
| 3M | +24.8% | +17.9% | +6.9% | +23.5% |
| 6M | -8.2% | +13.5% | -21.8% | -9.2% |
| YTD | +19.8% | +13.3% | +6.6% | +18.2% |
| 1Y | +32.1% | -3.3% | +35.4% | +31.2% |
| 3Y | +348.2% | +31.3% | +316.9% | +331.3% |
| All | +359.5% | +61.2% | +298.2% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling